+389.7%
TPR vs IEF
+6.4%
+383.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.5% | +2.4% |
| 7D | +12.7% | +0.3% | +12.4% | +13.0% |
| 30D | +17.1% | +2.7% | +14.4% | +19.8% |
| 3M | -15.9% | -0.8% | -15.1% | -16.5% |
| 6M | +2.6% | -1.7% | +4.3% | +0.8% |
| YTD | +7.5% | -1.6% | +9.1% | +5.4% |
| 1Y | +32.9% | -1.6% | +34.5% | +30.5% |
| 3Y | +413.8% | +12.4% | +401.5% | +484.2% |
| 5Y | +263.9% | -7.6% | +271.5% | +139.0% |
| 10Y | +389.7% | +7.6% | +382.2% | +325.1% |
| All | +389.7% | +6.4% | +383.3% | +325.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IEF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling